1.11. Deduce from Exercise 10 that g(suPn ISn lin) < 00 if and only if #(IX11Iog+IXI!) <00....

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1.11. Deduce from Exercise 10 that g(suPn ISn lin) < 00 if and only if #(IX11Iog+IXI!) <00. [HINT: Apply Exercise7 to the martingale

{ ... , SlIln, ... , S2/2, Sd in Example (V).]

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A Course In Probability Theory

ISBN: 9780121741518

3rd Edition

Authors: Kai Lai Chung

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